Global Multi-Sector Income
Fixed Income Portfolio Characteristics As of 3/31/2022
Characteristic | Brandywine Global | F3MTB |
Average Quality1 | BBB | - |
Average Maturity (Years) | 9.41 | 0.24 |
Average Modified Duration (Years) | 4.66 | 0.25 |
Average Coupon (%) | 3.61 | - |
Average Yield To Worst (%) | 4.36 | 0.53 |
Average Yield To Maturity (%) | 4.40 | 0.53 |
Number of Issues | 226 | - |
Quality Allocation As of 3/31/2022
Quality Rating | Brandywine Global (%) |
BBB or Higher | 61.5 |
BB | 16.4 |
B | 16.6 |
CCC | 5.1 |
CC | - |
D | - |
Not Rated | 0.4 |
Duration Allocation As of 3/31/2022
Duration Range | Brandywine Global (%) |
<1 Year | 17.3 |
1-3 Years | 23.0 |
3-7 Years | 43.4 |
7-10 Years | 3.7 |
10+ Years | 7.1 |
No Duration | 5.7 |
Region & Currency Allocation As of 3/31/2022
Region | Country (%) | Currency (%) |
Asia-Pacific ex-Japan | 0.3 | 2.1 |
Emerging Markets | 9.9 | 10.6 |
Europe ex-Eurozone | 0.8 | 0.9 |
Eurozone | 1.1 | 4.6 |
Japan | 0.6 | - |
Middle East & Africa | 1.6 | - |
North & Central America | 83.9 | 81.8 |
Supranational | 0.9 | - |
Other | 0.9 | - |